+7.3%
ADM vs LVS
-9.4%
+16.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.8% | +2.6% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | -11.8% | +12.2% | -24.0% | -13.6% |
| 3M | -11.3% | -11.3% | 0.0% | -9.6% |
| 6M | -10.0% | -21.6% | +11.6% | -6.4% |
| YTD | +25.9% | -36.6% | +62.5% | +35.6% |
| 1Y | +26.7% | -38.4% | +65.1% | +37.1% |
| All | +7.3% | -9.4% | +16.8% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling